Tree-structured wavelet estimation in a mixed effects model for spectra of replicated time series

Journal of the American Statistical Association

Volumn 105, Issue 490, 2010, Pages 634-646

  Freyermuth, Jean Marc ^a   Ombao, Hernando ^b   Von Sachs, Rainer ^a  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b BROWN UNIVERSITY   (United States)

Author keywords

Log spectrum estimation; Mixed effects models; Panel time series; Recursive dyadic partitioning; Tree structured wavelets

Indexed keywords

EID: 78649426098     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/jasa.2010.tm09132     Document Type: Article

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